An excellent opportunity to join JPMorgan Chase's world-class quantitative research team in New York

Job Summary:

As a Quantitative Research Associate in the Counterparty Credit Risk and Margin Quantitative Research team, you will have an excellent opportunity to develop state-of-the-art analytics and risk management tools for counterparty credit risk and margin. You will interact with business end users and collaborate with the XVA modeling team, providing a chance to apply your strong background in programming and quantitative finance. Your role will involve designing and implementing cutting-edge quantitative methods and analytical tools, providing modeling support, and working with technologies across the entire model development lifecycle. This role also offers the opportunity to work with High Performance Computing (HPC) including cloud computing, GPU, and automatic differentiation, and to apply data analytics to improve processes.

Job Responsibilities:

• Design and implement cutting edge quantitative methods and analytical tools for modeling of counterparty credit risk and margin.

• Provide modeling support to end users from the Counterparty Credit Risk and the Collateral Management & Optimization groups.

• Collaborate with Technologies across the entire model development lifecycle from initial implementation to model deployment and release testing.

• Offer opportunities to work with High Performance Computing (HPC) including cloud computing, GPU and automatic differentiation.

• Automate and apply data analytics to improve processes.

Required qualifications, capabilities, and skills:

• Programming: hands-on experience with Python and C++ Good communication skills both written and verbal

• MS degree minimum in a quantitative field, e.g. Quantitative Finance, Math, Physics, Computer Science or Engineering

Preferred qualifications, capabilities, and skills:

• Quantitative finance, probability theory, statistics and problem solving skills (machine learning a plus)

JPMorgan Chase & Co., one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We offer a competitive total rewards package including base salary determined based on the role, experience, skill set, and location. For those in eligible roles, we offer discretionary incentive compensation which may be awarded in recognition of firm performance and individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

JPMorgan Chase is an Equal Opportunity Employer, including Disability/Veterans

Base Pay/Salary

New York,NY $135,000.00 - $200,000.00 / year